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Alain Guay

Global rank #4787 94%

Institution: Université du Québec à Montréal (UQAM)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/alainguayeconomicsuqam/

First Publication: 1996

Most Recent: 2021

RePEc ID: pgu8 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 0.00 0.00 4.02
Last 10 Years 0.00 3.02 0.50 0.00 6.54
All Time 0.00 6.70 6.87 0.00 20.78

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 14.64

Publications (16)

Year Article Journal Tier Authors
2021 Identification of structural vector autoregressions through higher unconditional moments Journal of Econometrics A 1
2019 When is Nonfundamentalness in SVARs a Real Problem? Review of Economic Dynamics B 4
2019 Sentiments in SVARs Economic Journal A 2
2015 Disaggregation methods based on MIDAS regression Economic Modeling C 2
2014 Understanding the effect of technology shocks in SVARs with long-run restrictions Journal of Economic Dynamics and Control B 3
2013 Robust adaptive rate-optimal testing for the white noise hypothesis Journal of Econometrics A 3
2012 Endogenous business cycle propagation and the persistence problem: The role of labor-market frictions Journal of Economic Dynamics and Control B 3
2012 STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA Econometric Theory B 2
2009 The Response of Hours to a Technology Shock: A Two‐Step Structural VAR Approach Journal of Money, Credit, and Banking B 2
2008 Adaptive consistent unit-root tests based on autoregressive threshold model Journal of Econometrics A 3
2007 Indirect inference and calibration of dynamic stochastic general equilibrium models Journal of Econometrics A 3
2006 A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS Econometric Theory B 2
2004 TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS Econometric Theory B 2
2003 Structural change tests for simulated method of moments Journal of Econometrics A 2
1998 Predictive tests for structural change with unknown breakpoint Journal of Econometrics A 3
1996 What do interest rates reveal about the functioning of real business cycle models? Journal of Economic Dynamics and Control B 2